GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,541
COMMITMENTS
      26        0        0    6,375    6,371    6,401    6,371      140      170

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:       -846)
       0        0        0     -896     -891     -896     -891       50       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     97.5     97.4     97.9     97.4      2.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       25       29       26       29
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,030
COMMITMENTS
       0      235      560    6,430    6,100    6,990    6,895       40      135

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:       -777)
       0       65      -65     -702     -767     -767     -767      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      8.0     91.5     86.8     99.4     98.1      0.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        1       22       25       23       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,096
COMMITMENTS
     106      481       47    2,965    2,843    3,118    3,371      978      725

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:       -559)
      34      -64      -13     -751     -561     -730     -638      171       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     11.7      1.1     72.4     69.4     76.1     82.3     23.9     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        2       22       25       24       29
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,199
COMMITMENTS
       0       15       40    2,402    2,517    2,442    2,572      757      627

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:       -830)
       0        0        0     -624     -720     -624     -720     -206     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      1.3     75.1     78.7     76.3     80.4     23.7     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       26       30       27       31
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      212,595
COMMITMENTS
  27,208   12,592   35,153  116,786  141,420  179,147  189,165   33,448   23,430

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:       -368)
     203    1,700    2,046      636    1,437    2,885    5,183   -3,253   -5,551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      5.9     16.5     54.9     66.5     84.3     89.0     15.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      30       22       38       58       61      108      104
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        8,087
COMMITMENTS
     355      450      125    7,307    7,212    7,787    7,787      300      300

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:     -1,466)
    -300      450      -50   -1,216   -1,766   -1,566   -1,366      100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      5.6      1.5     90.4     89.2     96.3     96.3      3.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        2       28       28       31       31
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,272
COMMITMENTS
     592      222        0    3,445    4,020    4,037    4,242      235       30

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:       -225)
       0        0        0      -75      -75      -75      -75     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      5.2      0.0     80.6     94.1     94.5     99.3      5.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       12       16       14       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      935,219
COMMITMENTS
 213,193  386,026  303,090  339,668  209,884  855,951  899,000   79,268   36,219

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:      4,656)
  -2,690    9,067    9,419     -728  -12,674    6,001    5,812   -1,345   -1,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     41.3     32.4     36.3     22.4     91.5     96.1      8.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      80       58       84       81       65      204      170
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,815
COMMITMENTS
   2,570    6,664    2,269   88,218   82,054   93,057   90,987    7,758    9,828

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:       -387)
    -736        0       45      606     -432      -85     -387     -302        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      6.6      2.3     87.5     81.4     92.3     90.3      7.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       26       24       29       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,254
COMMITMENTS
   2,397   12,362    3,570   46,824   36,427   52,791   52,359    7,463    7,895

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:         98)
       0    1,691      275      461   -1,867      736       99     -638       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     20.5      5.9     77.7     60.5     87.6     86.9     12.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        3       27       22       30       27
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,405
COMMITMENTS
   3,094    1,964    1,152   83,423   83,310   87,669   86,426    5,736    6,979

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:        494)
  -1,215   -1,542      516    1,462    1,500      763      474     -269       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      2.1      1.2     89.3     89.2     93.9     92.5      6.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        4       32       30       36       34
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,767
COMMITMENTS
   1,922    3,341      248   70,631   66,992   72,801   70,581   10,966   13,186

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:     -8,093)
  -1,860      154     -364   -4,219   -7,621   -6,443   -7,831   -1,650     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      4.0      0.3     84.3     80.0     86.9     84.3     13.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       20       24       24       26
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,348
COMMITMENTS
  16,074      871    4,558   45,976   60,187   66,608   65,616    7,740    8,732

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:        576)
   7,794        0      737   -8,476     -747       55      -10      521      586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      1.2      6.1     61.8     81.0     89.6     88.3     10.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        3       24       25       29       28
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,857
COMMITMENTS
   4,755    8,057    3,055   79,242   79,103   87,052   90,215    7,805    4,642

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:     -8,762)
    -324    3,923     -588   -8,361  -10,222   -9,273   -6,887      511   -1,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      8.5      3.2     83.5     83.4     91.8     95.1      8.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        4        3       31       37       34       42
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,536
COMMITMENTS
   9,977      488    5,195   86,242   86,267  101,414   91,950    6,122   15,586

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:     -6,426)
     798      240     -489   -6,225   -6,786   -5,916   -7,035     -510      609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      0.5      4.8     80.2     80.2     94.3     85.5      5.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        3       23       27       26       30
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,625
COMMITMENTS
   2,185    5,614    2,376   35,172   28,749   39,733   36,739    4,892    7,886

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:       -800)
    -795     -952      -23     -443     -124   -1,261   -1,099      461      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     12.6      5.3     78.8     64.4     89.0     82.3     11.0     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        4       17       18       21       22
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,823
COMMITMENTS
   1,837    8,015   20,219   64,612   60,441   86,668   88,675    5,155    3,148

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:       -488)
  -1,882     -792    1,818   -2,715   -1,363   -2,779     -337    2,291     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      8.7     22.0     70.4     65.8     94.4     96.6      5.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        3       15       20       19       23
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,194
COMMITMENTS
   1,052        0    1,697   41,477   44,003   44,226   45,700    9,968    8,494

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:     -1,286)
     477        0      -87   -3,008   -1,447   -2,618   -1,534    1,332      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      3.1     76.5     81.2     81.6     84.3     18.4     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        2       22       23       25       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,266
COMMITMENTS
   5,196    5,250    5,057   72,057   74,008   82,310   84,315    6,956    4,951

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:     -8,070)
   3,642      969   -1,745   -9,689   -6,226   -7,792   -7,002     -278   -1,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      5.9      5.7     80.7     82.9     92.2     94.5      7.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        4        4       32       34       38       39
 
 
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365S
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,744
COMMITMENTS
       0    3,779        0   40,843   39,492   40,843   43,271    6,901    4,473

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:      1,658)
       0        0        0    2,202    1,314    2,202    1,314     -544      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.9      0.0     85.5     82.7     85.5     90.6     14.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       18       14       18       16
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,487
COMMITMENTS
   6,394   19,482   16,927   68,647   59,265   91,968   95,674   14,519   10,813

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:        654)
     238      510      716     -241    1,685      713    2,911      -59   -2,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     18.3     15.9     64.5     55.7     86.4     89.8     13.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        7       32       27       39       35
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      116,598
COMMITMENTS
  12,011        0   11,024   86,909   93,372  109,944  104,396    6,654   12,202

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:      8,818)
   1,187   -1,908    1,045    7,560   10,652    9,792    9,789     -974     -971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      0.0      9.5     74.5     80.1     94.3     89.5      5.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        0        5       22       22       28       27
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,555
COMMITMENTS
   5,520        0        0   81,543   86,786   87,063   86,786      492      769

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      0.0      0.0     93.1     99.1     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       13       14       14       14
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      237,881
COMMITMENTS
   9,161    5,224    6,725  208,553  215,231  224,439  227,180   13,442   10,701

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:      5,394)
   3,747    1,036   -1,513    2,834    5,875    5,068    5,398      326       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      2.2      2.8     87.7     90.5     94.3     95.5      5.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        4        6       45       39       52       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      214,407
COMMITMENTS
   7,531   18,414   11,349  185,231  178,283  204,111  208,046   10,296    6,361

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:      1,017)
    -507      516      104      990      698      587    1,318      430     -301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      8.6      5.3     86.4     83.2     95.2     97.0      4.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        4       38       32       44       36
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      227,080
COMMITMENTS
   3,908    3,481   19,966  189,897  189,378  213,771  212,825   13,309   14,255

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:      5,251)
  -1,228      249    1,074    4,798    3,770    4,644    5,093      607      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.5      8.8     83.6     83.4     94.1     93.7      5.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        4        7       50       47       57       55
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,896
COMMITMENTS
   2,865      798    1,615   30,643   31,283   35,123   33,696    6,773    8,200

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:     -5,038)
   1,779      764   -1,883   -4,230   -4,074   -4,334   -5,193     -704      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      1.9      3.9     73.1     74.7     83.8     80.4     16.2     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       16       13       17       15
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      200,859
COMMITMENTS
  20,178    7,065   21,673  151,971  164,365  193,822  193,103    7,037    7,756

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:     -1,438)
   6,413   -4,865    1,549  -10,611    1,370   -2,649   -1,946    1,211      508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      3.5     10.8     75.7     81.8     96.5     96.1      3.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        3        6       38       38       46       45
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,769
COMMITMENTS
     709    3,772    1,264   40,003   36,765   41,976   41,801    8,793    8,968

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:        607)
       0       93        0    1,289      735    1,289      828     -682     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      7.4      2.5     78.8     72.4     82.7     82.3     17.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       22       20       25       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,947,400
COMMITMENTS
 1542182  459,400  1152080  1226738  2317315  3921000  3928795   26,400   18,605

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:     96,590)
  30,573   29,413   46,884   19,835   18,315   97,292   94,612     -702    1,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     11.6     29.2     31.1     58.7     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      29       21       45      108      102      157      148
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,198,637
COMMITMENTS
 137,785  533,638  250,580  804,851  411,582  1193216  1195800    5,421    2,837

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:     27,835)
   7,797   12,876     -765   20,362   15,485   27,394   27,596      441      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     44.5     20.9     67.1     34.3     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      19       26       36       43       43       81       86
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       29,712
COMMITMENTS
   2,064    2,660    1,184   25,621   25,179   28,869   29,023      843      689

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:         32)
      12        0      -26       36       49       22       23       10        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      9.0      4.0     86.2     84.7     97.2     97.7      2.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        4       24       27       30       32
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,254
COMMITMENTS
   3,018       52      457   10,147   12,953   13,622   13,462      632      792

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:        268)
       0      -24        8      224      256      232      240       36       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      0.4      3.2     71.2     90.9     95.6     94.4      4.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       15       20       18       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,739
COMMITMENTS
       0      616    1,364   26,558   26,340   27,922   28,320    1,817    1,419

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:      4,016)
    -160       20      520    3,800    3,924    4,160    4,464     -144     -448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      4.6     89.3     88.6     93.9     95.2      6.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        3       21       16       24       19
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,020
COMMITMENTS
       0      340      240   28,328   26,910   28,568   27,490      452    1,530

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      340      340      340      340      -40      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.8     97.6     92.7     98.4     94.7      1.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       23       19       24       20
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:        9,856
COMMITMENTS
     120       40        0    9,640    8,992    9,760    9,032       96      824

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.4      0.0     97.8     91.2     99.0     91.6      1.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       16       17       17       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,231,450
COMMITMENTS
 198,328  191,992  343,465  616,150  613,628  1157943  1149085   73,507   82,365

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:      4,574)
   4,788   12,783   -1,190    6,333    1,305    9,931   12,898   -5,357   -8,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     15.6     27.9     50.0     49.8     94.0     93.3      6.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      93      102      129       78       96      244      263
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      130,119
COMMITMENTS
  19,698   13,942    8,376   62,012   49,755   90,086   72,073   40,033   58,046

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:      2,605)
  -1,530      336      726   -4,449     -527   -5,253      535    7,858    2,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     10.7      6.4     47.7     38.2     69.2     55.4     30.8     44.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        7       15       15       22       22
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,001
COMMITMENTS
   1,150      500      225   20,661   21,376   22,036   22,101    1,965    1,900

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:        650)
     -50        0     -100      800      800      650      700        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      2.1      0.9     86.1     89.1     91.8     92.1      8.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        2        2       35       33       39       37
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      198,601
COMMITMENTS
  17,875   30,791   46,645  122,575  112,762  187,095  190,198   11,506    8,403

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:      1,547)
     637     -678     -572      730    4,007      795    2,757      752   -1,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     15.5     23.5     61.7     56.8     94.2     95.8      5.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9       18       25       22       21       48       47
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,292
COMMITMENTS
   3,081    8,741    4,343   23,038   17,923   30,462   31,007    2,830    2,285

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:      2,115)
    -410    1,768    1,150    1,715     -428    2,455    2,490     -340     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     26.3     13.0     69.2     53.8     91.5     93.1      8.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        5       12       13       18       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,011
COMMITMENTS
      50      500        0    7,961    7,511    8,011    8,011        0        0

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:        442)
       0        0        0      442      442      442      442        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      6.2      0.0     99.4     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        0       20       20       21       22
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,270
COMMITMENTS
   7,483    4,408       10    3,703    7,751   11,196   12,169    2,074    1,101

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:       -297)
    -771      403      -70      306     -646     -535     -313      238       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.4     33.2      0.1     27.9     58.4     84.4     91.7     15.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      41       30        1       21       21       63       51
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,142
COMMITMENTS
   6,609    3,240       26    4,256    8,051   10,891   11,317    2,251    1,825

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:        148)
     -70      103     -124      332       74      138       53       10       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3     24.7      0.2     32.4     61.3     82.9     86.1     17.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      24        8        1       14       18       39       26
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      200,653
COMMITMENTS
  55,278   14,833   11,878  116,222  161,878  183,378  188,589   17,275   12,064

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:     -6,738)
  -2,655    3,418   -1,212     -224   -6,064   -4,091   -3,858   -2,647   -2,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5      7.4      5.9     57.9     80.7     91.4     94.0      8.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      52       21       34       76       76      141      120
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,600
COMMITMENTS
     250      100        0    4,175    4,250    4,425    4,350      175      250

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:       -975)
      50     -100      -50   -1,000     -925   -1,000   -1,075       25      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      2.2      0.0     90.8     92.4     96.2     94.6      3.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       23       22       25       23
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,546
COMMITMENTS
   1,449        0      864   10,926   12,442   13,239   13,306      307      240

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:     -1,584)
     -71        0        0   -1,513   -1,659   -1,584   -1,659        0       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      0.0      6.4     80.7     91.8     97.7     98.2      2.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        2       29       27       31       29
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        2,333
COMMITMENTS
       0      670        0    1,957    1,483    1,957    2,153      376      180

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:        -44)
       0     -140      -10       -9      -29      -19     -179      -25      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     28.7      0.0     83.9     63.6     83.9     92.3     16.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       13       15       13       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,160
COMMITMENTS
      50      125       75    3,035    2,910    3,160    3,110        0       50

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:     -1,650)
       0       25      -25   -1,575   -1,600   -1,600   -1,600      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      4.0      2.4     96.0     92.1    100.0     98.4      0.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       18       20       20       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,705
COMMITMENTS
     476        0        0    2,581    3,462    3,057    3,462      648      243

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:        -96)
       0        0        0     -189      -96     -189      -96       93        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      0.0      0.0     69.7     93.4     82.5     93.4     17.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       14       14       16       14
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 09/09/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,219
COMMITMENTS
   1,656    2,290    1,388   10,360    9,519   13,404   13,197    1,815    2,022

CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST:      1,035)
     343      684      353      144      -17      840    1,020      195       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     15.0      9.1     68.1     62.5     88.1     86.7     11.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        4        6       22       25       30       32
 

Updated September 12, 2008